+1,402.3%
LITE vs PFG
+195.7%
+1,206.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.5% |
| 7D | -35.9% | -0.6% | -35.3% | -35.7% |
| 30D | -51.5% | +2.0% | -53.5% | -52.1% |
| 3M | -35.7% | -3.2% | -32.6% | -35.3% |
| 6M | -43.0% | +10.9% | -53.9% | -46.9% |
| YTD | +46.1% | +28.8% | +17.3% | +25.6% |
| 1Y | +124.7% | +39.2% | +85.5% | +86.3% |
| 3Y | +1,172.1% | +75.0% | +1,097.0% | +854.0% |
| 5Y | +477.0% | +91.9% | +385.1% | +309.3% |
| All | +1,402.3% | +195.7% | +1,206.6% | +758.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling